-16.9%
APTV vs USFR
+28.6%
-45.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -11.6% | +0.4% | -11.9% | -11.7% |
| 3M | -21.2% | +1.1% | -22.2% | -21.5% |
| 6M | -28.5% | +2.0% | -30.6% | -29.1% |
| YTD | -49.1% | +3.5% | -52.5% | -49.7% |
| 1Y | -52.2% | +4.1% | -56.3% | -52.9% |
| 3Y | -48.6% | +14.4% | -63.0% | -51.4% |
| 5Y | -77.3% | +21.4% | -98.7% | -79.1% |
| 10Y | -26.9% | +28.6% | -55.4% | -34.7% |
| All | -16.9% | +28.6% | -45.5% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded USFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling